Euro Bund Future March 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	122.76	122.50	-0.26	-0.2%	123.71
High	123.12	122.88	-0.24	-0.2%	123.94
Low	122.55	122.30	-0.25	-0.2%	122.58
Close	122.82	122.33	-0.49	-0.4%	122.65
Range	0.57	0.58	0.01	1.8%	1.36
ATR	0.70	0.69	-0.01	-1.3%	0.00
Volume	804,446	884,840	80,394	10.0%	4,432,333

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.24	123.87	122.65
R3	123.66	123.29	122.49
R2	123.08	123.08	122.44
R1	122.71	122.71	122.38	122.61
PP	122.50	122.50	122.50	122.45
S1	122.13	122.13	122.28	122.03
S2	121.92	121.92	122.22
S3	121.34	121.55	122.17
S4	120.76	120.97	122.01

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.14	126.25	123.40
R3	125.78	124.89	123.02
R2	124.42	124.42	122.90
R1	123.53	123.53	122.77	123.30
PP	123.06	123.06	123.06	122.94
S1	122.17	122.17	122.53	121.94
S2	121.70	121.70	122.40
S3	120.34	120.81	122.28
S4	118.98	119.45	121.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.33	122.30	1.03	0.8%	0.59	0.5%	3%	False	True	828,287
10	123.94	122.30	1.64	1.3%	0.59	0.5%	2%	False	True	851,642
20	125.94	122.30	3.64	3.0%	0.67	0.5%	1%	False	True	793,912
40	126.52	122.30	4.22	3.4%	0.72	0.6%	1%	False	True	651,616
60	129.14	122.30	6.84	5.6%	0.77	0.6%	0%	False	True	501,885
80	131.05	122.30	8.75	7.2%	0.74	0.6%	0%	False	True	376,779
100	132.49	122.30	10.19	8.3%	0.72	0.6%	0%	False	True	301,524
120	133.16	122.30	10.86	8.9%	0.70	0.6%	0%	False	True	251,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	125.35
2.618	124.40
1.618	123.82
1.000	123.46
0.618	123.24
HIGH	122.88
0.618	122.66
0.500	122.59
0.382	122.52
LOW	122.30
0.618	121.94
1.000	121.72
1.618	121.36
2.618	120.78
4.250	119.84

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	122.59	122.71
PP	122.50	122.58
S1	122.42	122.46

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols